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Tests for model specification in the presence of alternative hypotheses : Some further results
MacKinnon, James G.; White, Halbert; Davidson, Russell - In: Journal of Econometrics 21 (1983) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10005052844
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Regression-based methods for using control variates in Monte Carlo experiments
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 54 (1992) 1-3, pp. 203-222
Persistent link: https://www.econbiz.de/10005228665
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Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
MacKinnon, James G.; White, Halbert - In: Journal of Econometrics 29 (1985) 3, pp. 305-325
Persistent link: https://www.econbiz.de/10005228739
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Convenient specification tests for logit and probit models
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 25 (1984) 3, pp. 241-262
Persistent link: https://www.econbiz.de/10005228801
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Testing the specification of multivariate models in the presence of alternative hypotheses
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 23 (1983) 3, pp. 301-313
Persistent link: https://www.econbiz.de/10005228932
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Approximate bias correction in econometrics
MacKinnon, James G.; Smith Jr., Anthony A. - In: Journal of Econometrics 85 (1998) 2, pp. 205-230
Persistent link: https://www.econbiz.de/10005285572
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The power of bootstrap and asymptotic tests
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 133 (2006) 2, pp. 421-441
Persistent link: https://www.econbiz.de/10005285575
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Bootstrap J tests of nonnested linear regression models
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 109 (2002) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10005239074
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Full maximum likelihood estimation of second- order autoregressive error models
Beach, Charles M.; MacKinnon, James G. - In: Journal of Econometrics 7 (1978) 2, pp. 187-198
Persistent link: https://www.econbiz.de/10005192614